We find limiting distributions of the nonparametric maximum likelihood estimator (MLE) of a log-concave density, i.e. a density of the form f(0) = exp varphi(0) where varphi(0) is a concave function on R. Existence, form, characterizations and uniform rates of convergence of the MLE are given by Rufibach (2006) and Dümbgen and Rufibach (2007). The characterization of the log-concave MLE in term...

Abstract: We consider a semiparametric convolution model. We observe random variables having a distribution given by the convolution of some unknown density f and some partially known noise density g. In this work, g is assumed exponentially smooth with stable law having unknown selfsimilarity index s. In order to ensure identifiability of the model, we restrict our attention to polynomially sm...

the basic type of assembly line balancing (alb) problem is the allocation of work elements to a set of production work stations considering cycle time, precedence constraints, and assembly diagram to achieve predefined performance criteria such as line efficiency and smoothness index. in this paper, a mixed integer programming model for solving multiple product alb problems with processing time...

In this paper we establish a version of the Feynman-Kac formula for the stochastic heat equation with a multiplicative fractional Brownian sheet. We prove the smoothness of the density of the solution, and the Hölder regularity in the space and time variables.